+7,759.7%
CP vs RJF
+47,070.7%
-39,311.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +1.1% |
| 7D | +2.8% | +3.4% | -0.6% | +1.7% |
| 30D | +11.3% | +5.9% | +5.4% | +9.3% |
| 3M | +2.9% | -4.6% | +7.5% | +4.3% |
| 6M | +9.8% | +9.5% | +0.3% | +6.2% |
| YTD | +28.5% | +6.0% | +22.6% | +25.1% |
| 1Y | +33.5% | +4.3% | +29.2% | +30.5% |
| 3Y | +31.9% | +76.6% | -44.6% | +7.6% |
| 5Y | +25.5% | +80.6% | -55.1% | +0.1% |
| 10Y | +257.6% | +346.5% | -88.9% | +108.9% |
| All | +7,759.7% | +47,070.7% | -39,311.0% | +1,708.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling